A compact difference scheme for the fractional diffusion-wave equation

被引：228

作者：

Du, R. ^{[1
]}

Cao, W. R. ^{[1
]}

Sun, Z. Z. ^{[1
]}

机构：

[1] Southeast Univ, Dept Math, Nanjing 210096, Peoples R China

来源：

APPLIED MATHEMATICAL MODELLING | 2010年 / 34卷 / 10期

基金：

中国国家自然科学基金;

关键词：

Diffusion-wave system; Finite difference; Convergence; Solvability; Stability; ANOMALOUS SUBDIFFUSION EQUATION; NUMERICAL-METHOD; HEAT-EQUATION; STABILITY; SYSTEM;

D O I：

10.1016/j.apm.2010.01.008

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

This article is devoted to the study of high order difference methods for the fractional diffusion-wave equation. The time fractional derivatives are described in the Caputo's sense. A compact difference scheme is presented and analyzed. It is shown that the difference scheme is unconditionally convergent and stable in L(infinity)-norm. The convergence order is O(tau(3-alpha) + h(4)). Two numerical examples are also given to demonstrate the theoretical results. (C) 2010 Elsevier Inc. All rights reserved.

引用

页码：2998 / 3007

页数：10

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